+541.4%
FICO vs USFR
+28.6%
+512.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +2.2% | +0.1% | +2.2% | +2.1% |
| 30D | +0.1% | +0.4% | -0.3% | -0.4% |
| 3M | -35.2% | +1.1% | -36.2% | -36.0% |
| 6M | -32.4% | +2.0% | -34.4% | -34.1% |
| YTD | -57.4% | +3.5% | -60.9% | -59.3% |
| 1Y | -58.5% | +4.1% | -62.6% | -60.8% |
| 3Y | -28.9% | +14.4% | -43.2% | -41.8% |
| 5Y | +91.7% | +21.4% | +70.3% | +43.9% |
| All | +541.4% | +28.6% | +512.9% | +352.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded USFR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling